Nonparametric identification of dynamic models with unobserved state variables

DOI10.1016/J.JECONOM.2012.05.023zbMATH Open1443.62469OpenAlexW2164524216MaRDI QIDQ528071FDOQ528071

Matthew Shum, Yingyao Hu

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/49893

Recommendations

• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
• Identification in Nonparametric Simultaneous Equations Models
• Identification in nonparametric models for dynamic treatment effects
• scientific article; zbMATH DE number 1136442
• Nonparametric identification of linear dynamic errors-in-variables systems
• On the identification of time-varying dynamic systems by nonparametric procedures
• An alternative identification of nonlinear dynamic panel data models with unobserved covariates
• Nonparametric identification of quasi-stationary systems
• Identification with nonparametric uncertainty
• Nonparametric Identification of Autoregressions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20)

Cites Work

• Estimating the Technology of Cognitive and Noncognitive Skill Formation
• Instrumental Variable Estimation of Nonparametric Models
• Estimating Production Functions Using Inputs to Control for Unobservables
• Panel Data Econometrics
• The Dynamics of Productivity in the Telecommunications Equipment Industry
• Estimating Macroeconomic Models: A Likelihood Approach
• Nonparametric Estimation of Nonadditive Random Functions
• Title not available (Why is that?)
• Conditional Choice Probabilities and the Estimation of Dynamic Models
• Sequential Estimation of Dynamic Discrete Games
• Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
• Patents as Options: Some Estimates of the Value of Holding European Patent Stocks
• Estimating Dynamic Models of Imperfect Competition
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Identifying Dynamic Discrete Decision Processes
• Robust and consistent estimation of nonlinear errors-in-variables models
• Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
• Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
• Tests of Noncausality under Markov Assumptions for Qualitative Panel Data
• Uncertainty and Learning in Pharmaceutical Demand
• Estimation of Nonlinear Models with Measurement Error
• Asymptotic Least Squares Estimators for Dynamic Games
• Measuring the Implications of Sales and Consumer Inventory Behavior
• Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
• ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS
• Inference in Dynamic Discrete Choice Models With Serially Correlated Unobserved State Variables
• Bayesian Estimation of Dynamic Discrete Choice Models
• A Simulation Estimator for Dynamic Models of Discrete Choice
• Markov-Perfect Industry Dynamics: A Framework for Empirical Work
• Instrumental Variable Treatment of Nonclassical Measurement Error Models
• Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
• Title not available (Why is that?)
• Market Entry Costs, Producer Heterogeneity, and Export Dynamics
• Pairwise-Difference Estimation of a Dynamic Optimization Model
• Identification and estimation of nonlinear dynamic panel data models with unobserved covariates

Cited In (38)

• Nonparametric learning rules from bandit experiments: the eyes have it!
• Identification of dynamic games with unobserved heterogeneity and multiple equilibria
• CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
• A simple estimator for dynamic models with serially correlated unobservables
• Examples of \(L^2\)-complete and boundedly-complete distributions
• Moment Estimation for Nonparametric Mixture Models through Implicit Tensor Decomposition
• Identification and estimation of sequential games of incomplete information with multiple equilibria
• Subjective information choice processes
• An introduction to proximal causal inference
• Estimation of the number of components of nonparametric multivariate finite mixture models
• Estimation of dynamic discrete models from time aggregated data
• Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
• Semiparametric identification of the bid-ask spread in extended Roll models
• Dynamic decisions under subjective expectations: a structural analysis
• Linear IV regression estimators for structural dynamic discrete choice models
• Identification of mixtures of dynamic discrete choices
• Identification and estimation of dynamic structural models with unobserved choices
• Identifying dynamic discrete choice models off short panels
• Dynamic discrete choice models with incomplete data: sharp identification
• Nonparametric identification of discrete choice models with lagged dependent variables
• An alternative identification of nonlinear dynamic panel data models with unobserved covariates
• NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS
• Injectivity of a class of integral operators with compactly supported kernels
• A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
• Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata
• Semiparametric estimation of latent variable asset pricing models
• NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
• IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES
• Rotation group bias and the persistence of misclassification errors in the Current Population Surveys
• Heterogeneity and selection in dynamic panel data
• Ordinary least squares estimation of a dynamic game model
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
• Title not available (Why is that?)
• ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS
• Estimating unobserved individual heterogeneity using pairwise comparisons
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
• The anatomy of sorting -- evidence from Danish data
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION

This page was built for publication: Nonparametric identification of dynamic models with unobserved state variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q528071)